System Testing & Research

If you have a trading strategy or system that you think works but would like it tested out then we can help. By using TradeStation or Metatrader the strategy can be programmed up and back-tested over a large period of data. Before trading any method with real money it's always worth having it checked out first. We can also use our experience to make suggestions for improvements to strategies

We also do a lot of research into new trading strategies including work for large hedge funds. A fund of more than $800 million has been traded on systems that we have researched. We can work in a variety of ways including with TradeStation, Metatrader, Excel or standalone bespoke software.

API Programming

We have done a variety of different programming projects over the years with various different datafeed and trading platform API's, including OandA, IG Index, Interactive Brokers, Betfair, GFT, GNI, Hotspot. Typically we would use C++ though we have used .Net and FIX as well. Projects have included collecting real-time data, a complete real-time charting package and various automated trading programs and algo's.

General Consultancy

We are able to combine our experience as professional Windows C++ programmers with our knowledge of the financial markets and our numerical and theoretical analytical ability to be able to offer financial software consultancy on a wide variety of subjects. Below are listed some of the many projects that we have worked on in the past.

  • Dynamic Optimisation Project This involved designing a DLL within TradeStation to optimise dynamically over a rolling historic window of data and to use the optimal paramters from this for walk-forward real-time trading. This dynamic optimisation would then be repeated at pre-defined intervals.
  • Neural Networks designed and programmed a neural network for trading the bond futures market
  • Genetic Algorithm System Optimisation optimising an intra-day trading system over 5 years of 1 minute bar data using genetic algorithms to determine the parameters.
  • Exotic Option Pricing Software worked on writing option pricing Excel add-ins for a major city financial software company. This included working with a user programmable option payoff function.
  • Multiple System backtesting Software. wrote software for back-testing mutliple systems being simultaneously traded with complex money management rules for a large trading institution.

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